+59.6%
SCHW vs RKT
-10.2%
+69.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -2.8% | -7.2% | +4.5% | -2.0% |
| 30D | -0.1% | -7.9% | +7.8% | +0.7% |
| 3M | +20.6% | +5.2% | +15.4% | +19.1% |
| 6M | +15.9% | -14.9% | +30.9% | +16.8% |
| YTD | +8.5% | -31.9% | +40.4% | +11.8% |
| 1Y | +17.8% | -36.9% | +54.7% | +22.2% |
| 3Y | +88.5% | +35.7% | +52.8% | +61.8% |
| All | +59.6% | -10.2% | +69.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling